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Volatility
Theorie
623,519
Theory
608,621
USA
42,017
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40,827
Schätzung
29,490
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28,742
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Share price
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Asymmetrische Information
10,583
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10,474
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10,332
Asymmetric information
10,301
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10,220
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10,046
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10,027
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Bollerslev, Tim
75
McAleer, Michael
70
Diebold, Francis X.
60
Andersen, Torben
45
Koopman, Siem Jan
41
Härdle, Wolfgang
39
Lux, Thomas
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
28
Chang, Chia-Lin
26
Hafner, Christian M.
26
Pierdzioch, Christian
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Todorov, Viktor
25
Hautsch, Nikolaus
23
Mumtaz, Haroon
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Christoffersen, Peter F.
21
Schlag, Christian
21
Aït-Sahalia, Yacine
20
Bauwens, Luc
20
Caporale, Guglielmo Maria
20
Chan, Joshua
20
Engle, Robert F.
20
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
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National Bureau of Economic Research
182
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Centre for Analytical Finance <Århus>
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Centre for International Economic Studies
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Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
USA / General Accounting Office
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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NBER working paper series
175
Working paper / National Bureau of Economic Research, Inc.
167
NBER Working Paper
156
Journal of econometrics
125
Journal of banking & finance
110
Finance research letters
93
Energy economics
86
Discussion paper / Tinbergen Institute
84
Economics letters
83
Journal of empirical finance
81
Economic modelling
80
Discussion paper / Centre for Economic Policy Research
77
Working paper
77
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of economic dynamics & control
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
International review of financial analysis
66
Journal of international money and finance
65
Applied economics
62
The European journal of finance
60
International review of economics & finance : IREF
58
The review of financial studies
58
Journal of forecasting
55
Applied economics letters
51
Econometric reviews
51
Quantitative finance
50
Computational economics
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
The journal of futures markets
43
Finance and stochastics
42
Journal of risk and financial management : JRFM
41
CREATES research paper
39
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Source
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ECONIS (ZBW)
10,055
EconStor
10
RePEc
3
Other ZBW resources
2
ArchiDok
1
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1
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10,071
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date (oldest first)
1
An econometric analysis of the effects of market liberalization on
price
dynamics and
price
volatility
Chavas, Jean-Paul
;
Kim, Kwan-soo
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10003307046
Saved in:
2
A supply and demand based volatility model for energy prices
Kanamura, Takashi
- In:
Energy economics
31
(
2009
)
5
,
pp. 736-747
Persistent link: https://www.econbiz.de/10003880268
Saved in:
3
Absicherung von
Preis
- und Wechselkursrisiken in volatilen Märkten : am Beispiel der Halbleiterindustrie
Ulukut, Cem
-
2008
Persistent link: https://www.econbiz.de/10003697289
Saved in:
4
Simulation von Schluss-, Minimal- und Maximalwerten spezieller Preisprozesse mit Anwendungen in der Optionsbewertung
Becker, Martin
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003684371
Saved in:
5
Volatility and
price
information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
6
Essays on
price
dynamics and consumer search
Lewis, Matthew Stephen
-
2004
Persistent link: https://www.econbiz.de/10003549631
Saved in:
7
The role of asset prices in best-practice monetary policy
Pavasuthipaisit, Robert
- In:
International journal of central banking : IJCB
6
(
2010
)
2
,
pp. 81-115
Persistent link: https://www.econbiz.de/10008651094
Saved in:
8
Revisiting the importance of non-tradable goods' prices in cyclical real exchange rate fluctuations
Bache, Ida Wolden
;
Sveen, Tommy
;
Torstensen, Kjersti Næss
- In:
European economic review : EER
57
(
2013
)
1
,
pp. 98-107
Persistent link: https://www.econbiz.de/10009706221
Saved in:
9
Gold returns
Barro, Robert J.
;
Misra, Sanjay
-
2013
Persistent link: https://www.econbiz.de/10009715114
Saved in:
10
Portfolio speculation and commodity
price
volatility in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
Saved in:
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